So where do we draw the line? EM waves outside of the visible range can not be directly observed, so is your radio collecting signals from the supernatural? Is an x-ray image supernatural?
If something has a predictable effect on the natural world and is potentially describable through some sort of scientific law then I would include it as natural, not supernatural. As of the moment, dark matter appears to have predictable effects on the natural world (e.g. gravitational lensing, rotation of galaxies) and seems conducive to being described by scientific laws.
I suggest that everything identified as "supernatural" is simply an example of phenomenon we (or at least the observer) are not immediately able to explain.
There is an instinct in human beings that, when presented with a mysterious problem that cannot easily be solved, suggests that the problem is
unsolvable, partitioning off the segment of reality in question as somehow "separate" or "above" the natural laws that govern the rest of reality.
Personally, I find such a notion to be absurd; identifying a phenomenon as "supernatural" effectively says that the problem of ignorance rests with reality rather than our understanding of it.
Ignorance is a problem of human knowledge; our ignorance means that
we are flawed, not reality.
Worshiping a "supernatural" phenomenon really just means worshiping one's own ignorance rather than investigating to find out what's really going on and fix the flaw in your own understanding.
That's why religion typically has an issue with science, and why the God of the Gaps continues to get smaller. The investigation of mysterious phenomenon has historically served to transform the "supernatural" into the natural, as we come to understand things we were previously ignorant of. Those who cherish belief in the "supernatural," those who find grace and fulfillment and wonder in their own ignorance, push back when, say, the Theory of Evolution solidly proves Biblical Creationism to be wrong as a matter of simple fact.